JPMorgan Sustainable Consumption ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4733 | 4.44 | |
| 0.0195 | 0.85 | |
| 0.9382 | 16.20 | |
| 1.2427 | 2.69 |
Estimation Period:
Sep 20, 2022 to Dec 15, 2023
Sep 20, 2022 to Dec 15, 2023
News Impact Curve
Volatility Forecasts
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